-33.5%
RDDT vs XLY
-0.5%
-33.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | +0.5% |
| 7D | +1.0% | -2.0% | +2.9% | +3.2% |
| 30D | -0.5% | -3.1% | +2.6% | +3.1% |
| 3M | -16.0% | -1.8% | -14.2% | -13.8% |
| 6M | +4.9% | -0.9% | +5.7% | +5.9% |
| YTD | -32.8% | -3.4% | -29.4% | -30.2% |
| 1Y | -33.5% | -1.5% | -31.9% | -32.8% |
| All | -33.5% | -0.5% | -33.0% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling